+50.4%
IEFA vs WCN
+24.9%
+25.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -3.1% | +1.5% | -0.8% |
| 30D | -1.5% | -3.4% | +1.9% | -0.6% |
| 3M | +3.4% | +3.0% | +0.4% | +2.2% |
| 6M | +9.5% | -3.8% | +13.2% | +10.2% |
| YTD | +13.0% | -8.3% | +21.4% | +15.3% |
| 1Y | +18.0% | -9.7% | +27.8% | +20.9% |
| 3Y | +65.4% | +17.2% | +48.2% | +52.9% |
| All | +50.4% | +24.9% | +25.5% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling